Search Results - subject:"interval forecasts"

Impact of Seasonal Level Shift (SLS) on time series forecasting

Shahid, Hayat; Urooj, Amena; Asghar, Zahid - In: Romanian journal of economic forecasting 26 (2023) 1, pp. 107-128

Persistent link: https://www.econbiz.de/10014279614

Forecasting with a panel Tobit model

Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank - 2019

Persistent link: https://www.econbiz.de/10012172706

Forecasting with a panel Tobit model

Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank - 2019 - This version: December 10, 2019

Persistent link: https://www.econbiz.de/10012223913

How sensitive are VAR forecasts to prior hyperparameters? : an automated sensitivity analysis

Chan, Joshua; Jacobi, Liana; Zhu, Dan - 2018

Persistent link: https://www.econbiz.de/10012202254

Combining interval forecasts

Gaba, Anil; Tsetlin, Ilia; Winkler, Robert L. - 2016 - Revised version of 2014/58/DSC

Persistent link: https://www.econbiz.de/10011577770

Testing Interval Forecasts: A New GMM-based Test

DUMITRESCU, Elena-Ivona; HURLIN, Christophe; MADKOUR, Jaouad - Laboratoire d'Économie d'Orléans (LEO), Faculté de … - 2011

Persistent link: https://www.econbiz.de/10010934206

Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods

Shang, Han Lin; Booth, Heather; Hyndman, Rob - In: Demographic Research 25 (2011) 5, pp. 173-214

are more accurate than the simpler methods. The weighted Hyndman-Ullah method provides the most accurate interval … forecasts for mortality rates, while the robust Hyndman-Ullah method provides the best interval forecast accuracy for life …

Persistent link: https://www.econbiz.de/10009225984

Testing interval forecasts: a GMM-based approach

Dumitrescu, Elena-Ivona; Hurlin, Christophe; Madkour, Jaouad - HAL - 2011

This paper proposes a new evaluation framework for interval forecasts. Our model free test can be used to evaluate … interval forecasts produced by linear versus nonlinear models. …

Persistent link: https://www.econbiz.de/10009322690

The Forecasting Performance of Seasonal and Nonlinear Models

Boubaker, Houda Ben Hadj - In: Asian Economic and Financial Review 1 (2011) 1, pp. 26-39

In this paper, we compare the forecasting performance of seasonal and non linear autoregressive models in terms of point, interval, and density forecasts for the growth rates of the Tunisian industrial production, for the period 1976:1- 2006:2. Our results suggest that the point forecasts...

Persistent link: https://www.econbiz.de/10009394334

A comparison of ten principal component methods for forecasting mortality rates

Shang, Han Lin; Hyndman, Rob J; Booth, Heather - Department of Econometrics and Business Statistics, … - 2010

. Furthermore, the weighted Hyndman-Ullah method provides the most accurate interval forecasts of mortality rates, while the robust …

Persistent link: https://www.econbiz.de/10008475767